+112.4%
WMB vs MAS
+67.0%
+45.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.6% | -12.0% | -6.4% |
| 7D | -8.6% | +14.2% | -22.8% | -8.8% |
| 30D | -4.2% | +26.8% | -31.0% | -4.7% |
| 3M | -4.4% | +13.1% | -17.5% | -4.6% |
| 6M | -8.7% | +27.9% | -36.6% | -9.5% |
| YTD | +15.4% | +38.7% | -23.3% | +13.2% |
| 1Y | +23.7% | +40.4% | -16.6% | +21.3% |
| All | +112.4% | +67.0% | +45.4% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling